NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 10-Aug-2009
Day Change Summary
Previous Current
07-Aug-2009 10-Aug-2009 Change Change % Previous Week
Open 71.81 70.67 -1.14 -1.6% 69.30
High 72.84 71.57 -1.27 -1.7% 72.84
Low 70.38 70.09 -0.29 -0.4% 69.09
Close 70.93 70.60 -0.33 -0.5% 70.93
Range 2.46 1.48 -0.98 -39.8% 3.75
ATR 2.65 2.57 -0.08 -3.2% 0.00
Volume 328,670 367,023 38,353 11.7% 1,646,389
Daily Pivots for day following 10-Aug-2009
Classic Woodie Camarilla DeMark
R4 75.19 74.38 71.41
R3 73.71 72.90 71.01
R2 72.23 72.23 70.87
R1 71.42 71.42 70.74 71.09
PP 70.75 70.75 70.75 70.59
S1 69.94 69.94 70.46 69.61
S2 69.27 69.27 70.33
S3 67.79 68.46 70.19
S4 66.31 66.98 69.79
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 82.20 80.32 72.99
R3 78.45 76.57 71.96
R2 74.70 74.70 71.62
R1 72.82 72.82 71.27 73.76
PP 70.95 70.95 70.95 71.43
S1 69.07 69.07 70.59 70.01
S2 67.20 67.20 70.24
S3 63.45 65.32 69.90
S4 59.70 61.57 68.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.84 69.71 3.13 4.4% 2.07 2.9% 28% False False 322,515
10 72.84 62.70 10.14 14.4% 2.92 4.1% 78% False False 319,877
20 72.84 60.02 12.82 18.2% 2.53 3.6% 83% False False 269,712
40 74.25 59.30 14.95 21.2% 2.62 3.7% 76% False False 170,503
60 74.66 58.36 16.30 23.1% 2.48 3.5% 75% False False 125,819
80 74.66 51.96 22.70 32.2% 2.37 3.4% 82% False False 98,494
100 74.66 51.96 22.70 32.2% 2.25 3.2% 82% False False 80,831
120 74.66 44.76 29.90 42.4% 2.30 3.3% 86% False False 68,856
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 77.86
2.618 75.44
1.618 73.96
1.000 73.05
0.618 72.48
HIGH 71.57
0.618 71.00
0.500 70.83
0.382 70.66
LOW 70.09
0.618 69.18
1.000 68.61
1.618 67.70
2.618 66.22
4.250 63.80
Fisher Pivots for day following 10-Aug-2009
Pivot 1 day 3 day
R1 70.83 71.47
PP 70.75 71.18
S1 70.68 70.89

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These figures are updated between 7pm and 10pm EST after a trading day.

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